Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51629.84 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48430.78 Kr¶

PnL: ---------------------------------------> -656.79 Kr¶

DD now: ---------------------------------> -0.606 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:46:39.895635'

Anic Portfolio¶

Today¶

Return: -0.518 %¶

This Week¶

Return: 8.632 %¶

Total¶

Return: 69.023 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 0.000000 782.000000 109.000000 16.200000 673.000000
Nordea Bank Abp 29 -0.160000 3529.300000 75.300000 2.180000 3453.999992
SAAB B 8 0.510000 3444.800000 67.800000 2.010000 3377.000000
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Swedbank A 3 2.340000 604.800000 40.800000 7.230000 564.000000
Resurs Holding 22 0.070000 609.400000 35.400000 6.170000 573.999998
AcadeMedia 12 -0.890000 589.200000 32.200000 5.780000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.910000 379.600000 24.600000 6.930000 355.000000
OEM International B 7 -0.260000 547.400000 19.400000 3.670000 527.999997
Intrum 4 0.480000 542.000000 15.000000 2.850000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Securitas B 6 -0.730000 574.920000 4.920000 0.860000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Coor Service Management Hold. 8 -0.380000 529.200000 -2.800000 -0.530000 532.000000
Corem Property Group B 59 -1.270000 574.070000 -2.930000 -0.510000 576.999999
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 0.000000 1645.200000 -8.800000 -0.530000 1653.999996
Essity B 2 -0.220000 548.800000 -25.200000 -4.390000 574.000000
CTEK 13 -1.440000 499.200000 -34.800000 -6.520000 533.999999
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
Sampo Oyj SDB 7 -0.550000 3811.500000 -38.500000 -1.000000 3850.000000
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -0.120000 1779.800000 -209.200000 -10.520000 1989.000002
Axfood 15 0.480000 4065.000000 -235.000000 -5.470000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48439.780000 -647.790000 -0.58821% 49087.564636

Updated:¶

'2023-01-31 09:46:06.506676'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶